decode_states

This function decodes the (most likely) underlying hidden state sequence by
applying the Viterbi algorithm for global decoding.

Fitting (hierarchical) hidden Markov models to financial data
via maximum likelihood estimation. See Oelschläger, L. and Adam, T.
"Detecting bearish and bullish markets in financial time series using
hierarchical hidden Markov models" (2021, Statistical Modelling)
<doi:10.1177/1471082X211034048> for a reference.

Lennart Oelschläger

fHMM

Fitting Hidden Markov Models to Financial Data

Timo Adam

Rouven Michels

decode_states function

<dl><dt>x</dt>
<dd>An object of class <code>fHMM_model</code>.</dd>
<dt>verbose</dt>
<dd>Set to <code>TRUE</code> to print progress messages.</dd></dl>

Arguments

Decode the underlying hidden state sequence — decode_states

<dl>

<dt>x</dt>
<dd>An object of class <code>fHMM_model</code>.</dd>


<dt>verbose</dt>
<dd>Set to <code>TRUE</code> to print progress messages.</dd>

</dl>

decode_states: Decode the underlying hidden state sequence

Description

Usage

Value

Arguments

References

Examples